+1,784.5%
MU vs GGLL
+328.7%
+1,455.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.8% |
| 7D | +9.0% | -4.8% | +13.8% | +10.5% |
| 30D | +13.8% | -13.7% | +27.5% | +18.5% |
| 3M | +2.1% | -21.9% | +23.9% | +7.2% |
| 6M | +153.8% | +11.7% | +142.1% | +130.3% |
| YTD | +256.4% | +2.3% | +254.1% | +231.8% |
| 1Y | +719.8% | +76.2% | +643.6% | +529.6% |
| 3Y | +1,360.4% | +245.0% | +1,115.4% | +731.6% |
| All | +1,784.5% | +328.7% | +1,455.9% | +881.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling